+146.2%
NUE vs RL
+239.2%
-93.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.0% |
| 7D | +2.8% | +2.6% | +0.2% | +1.7% |
| 30D | -2.1% | +2.9% | -5.0% | -3.2% |
| 3M | -7.3% | 0.0% | -7.3% | -7.6% |
| 6M | +8.9% | +17.1% | -8.2% | +0.9% |
| YTD | +55.6% | +10.1% | +45.5% | +46.4% |
| 1Y | +74.7% | +17.3% | +57.3% | +59.7% |
| 3Y | +71.7% | +249.3% | -177.7% | -7.9% |
| All | +146.2% | +239.2% | -93.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling